COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 241,280: 76,589 34,780 48,762 98,906 145,478 224,257 229,021: 17,022 12,259
Old : 141,251: 60,463 33,180 20,431 49,636 79,711 130,530 133,322: 10,721 7,929
Other: 100,029: 25,775 11,250 18,681 49,270 65,768 93,727 95,699: 6,302 4,330
: : :
: : Changes in Commitments from: April 19, 2016 :
: 8,233: 5,833 -12,677 7,206 -6,621 13,185 6,418 7,714: 1,815 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 14.4 20.2 41.0 60.3 92.9 94.9: 7.1 5.1
Old : 100.0: 42.8 23.5 14.5 35.1 56.4 92.4 94.4: 7.6 5.6
Other: 100.0: 25.8 11.2 18.7 49.3 65.7 93.7 95.7: 6.3 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 130 70 75 62 70 224 186:
Old : 256: 110 67 47 48 57 182 147:
Other: 188: 68 41 38 50 57 132 125:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 30.2 24.9 39.9 13.5 23.2 20.8 30.5
Old : 14.0 29.0 24.5 39.9 11.9 22.3 21.4 32.1
Other: 24.0 37.9 35.5 50.3 22.5 32.7 31.2 41.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 14,784: 4,049 800 1,263 7,502 11,671 12,814 13,735: 1,970 1,049
Old : 14,539: 4,103 800 1,167 7,311 11,538 12,581 13,505: 1,959 1,034
Other: 244: 18 72 25 191 133 233 229: 11 15
: : :
: : Changes in Commitments from: April 19, 2016 :
: 420: -889 213 373 1,049 -156 533 430: -112 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 5.4 8.5 50.7 78.9 86.7 92.9: 13.3 7.1
Old : 100.0: 28.2 5.5 8.0 50.3 79.4 86.5 92.9: 13.5 7.1
Other: 100.0: 7.4 29.4 10.1 78.1 54.4 95.5 93.9: 4.5 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 27 7 9 23 17 52 31:
Old : 64: 27 7 9 23 17 52 31:
Other: 8: 1 3 3 4 1 8 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 50.0 39.0 72.3 24.3 47.9 39.0 67.5
Old : 23.5 50.9 38.5 72.6 23.5 48.7 38.4 67.7
Other: 86.2 93.9 95.5 93.9 85.0 83.4 85.0 83.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 294,176: 75,417 29,614 80,682 125,700 176,974 281,800 287,270: 12,376 6,906
Old : 206,878: 62,436 37,620 49,438 85,214 113,644 197,088 200,701: 9,791 6,177
Other: 87,298: 28,238 7,251 15,988 40,487 63,330 84,713 86,569: 2,585 729
: : :
: : Changes in Commitments from: April 19, 2016 :
: 16,444: 7,720 -4,349 6,066 2,125 14,696 15,912 16,413: 532 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 10.1 27.4 42.7 60.2 95.8 97.7: 4.2 2.3
Old : 100.0: 30.2 18.2 23.9 41.2 54.9 95.3 97.0: 4.7 3.0
Other: 100.0: 32.3 8.3 18.3 46.4 72.5 97.0 99.2: 3.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 110 50 81 55 49 207 153:
Old : 229: 104 55 72 51 47 191 144:
Other: 124: 47 23 21 42 30 101 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 33.3 30.0 45.4 12.2 18.8 18.5 28.9
Old : 20.1 26.5 29.9 39.3 10.0 17.2 17.6 27.9
Other: 32.9 49.6 50.0 67.2 27.3 37.7 40.3 52.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 990,747: 262,349 43,663 195,466 435,765 704,017 893,580 943,147: 97,166 47,600
Old : 990,747: 262,349 43,663 195,466 435,765 704,017 893,580 943,147: 97,166 47,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -5,512: 21,903 -7,549 6,097 -32,190 1,030 -4,190 -423: -1,322 -5,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 4.4 19.7 44.0 71.1 90.2 95.2: 9.8 4.8
Old : 100.0: 26.5 4.4 19.7 44.0 71.1 90.2 95.2: 9.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 90 34 74 81 74 203 158:
Old : 220: 90 34 74 81 74 203 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 26.8 18.6 39.3 9.3 23.7 15.0 32.4
Old : 11.1 26.8 18.6 39.3 9.3 23.7 15.0 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 221,075: 43,026 32,028 55,259 109,822 127,036 208,107 214,323: 12,968 6,752
Old : 162,160: 45,548 33,867 33,204 73,415 89,313 152,167 156,385: 9,992 5,775
Other: 58,916: 11,163 11,846 8,370 36,407 37,722 55,940 57,938: 2,976 977
: : :
: : Changes in Commitments from: April 19, 2016 :
: -6,235: -4,410 -743 -3,055 895 -1,804 -6,571 -5,603: 335 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.5 25.0 49.7 57.5 94.1 96.9: 5.9 3.1
Old : 100.0: 28.1 20.9 20.5 45.3 55.1 93.8 96.4: 6.2 3.6
Other: 100.0: 18.9 20.1 14.2 61.8 64.0 94.9 98.3: 5.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 132 92 114 139 124 329 279:
Old : 373: 122 98 91 125 115 295 257:
Other: 218: 56 34 35 109 73 182 126:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 16.0 21.9 24.9 8.5 10.3 14.3 16.5
Old : 15.5 15.1 24.2 25.3 11.3 12.7 18.0 20.0
Other: 15.9 30.2 26.4 44.3 15.1 25.0 24.4 35.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 64,523: 40,507 29,212 2,369 13,336 30,024 56,211 61,604: 8,311 2,918
Old : 64,523: 40,507 29,212 2,369 13,336 30,024 56,211 61,604: 8,311 2,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,632: -1,425 596 354 2,770 880 1,698 1,829: -67 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 45.3 3.7 20.7 46.5 87.1 95.5: 12.9 4.5
Old : 100.0: 62.8 45.3 3.7 20.7 46.5 87.1 95.5: 12.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 81 41 16 11 7 102 57:
Old : 139: 81 41 16 11 7 102 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 70.7 49.5 79.2 36.3 69.7 48.3 76.2
Old : 36.9 70.7 49.5 79.2 36.3 69.7 48.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 372,345: 37,724 93,193 4,885 311,501 259,279 354,110 357,356: 18,235 14,988
Old : 372,345: 37,724 93,193 4,885 311,501 259,279 354,110 357,356: 18,235 14,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -2,599: 497 -789 766 -5,727 -712 -4,464 -735: 1,865 -1,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 25.0 1.3 83.7 69.6 95.1 96.0: 4.9 4.0
Old : 100.0: 10.1 25.0 1.3 83.7 69.6 95.1 96.0: 4.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 39 52 13 105 110 153 166:
Old : 268: 39 52 13 105 110 153 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 34.9 52.4 43.7 40.8 34.6 50.4 43.1
Old : 41.7 34.9 52.4 43.7 40.8 34.6 50.4 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 196,497: 39,738 6,878 3,713 144,806 182,041 188,257 192,632: 8,240 3,865
Old : 196,497: 39,738 6,878 3,713 144,806 182,041 188,257 192,632: 8,240 3,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -1,458: -2,125 -533 677 -1,190 -1,009 -2,638 -865: 1,180 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.5 1.9 73.7 92.6 95.8 98.0: 4.2 2.0
Old : 100.0: 20.2 3.5 1.9 73.7 92.6 95.8 98.0: 4.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 18 13 5 59 53 78 70:
Old : 124: 18 13 5 59 53 78 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 50.2 52.2 66.4 33.4 50.2 49.5 66.2
Old : 35.2 50.2 52.2 66.4 33.4 50.2 49.5 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 633,981: 188,544 109,581 8,117 415,489 506,943 612,150 624,641: 21,831 9,340
Old : 633,981: 188,544 109,581 8,117 415,489 506,943 612,150 624,641: 21,831 9,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 4,900: 1,073 6,191 -331 1,655 -877 2,397 4,983: 2,503 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 17.3 1.3 65.5 80.0 96.6 98.5: 3.4 1.5
Old : 100.0: 29.7 17.3 1.3 65.5 80.0 96.6 98.5: 3.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 102 47 20 113 83 223 142:
Old : 298: 102 47 20 113 83 223 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 38.8 36.5 52.7 21.0 38.8 29.4 49.7
Old : 26.6 38.8 36.5 52.7 21.0 38.8 29.4 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2016